On interactive chains with finite populations

An Interactive Markov Chain is a population process in which each individuals's transitions depend on the population's distribution over the various states. We investigate a certain aspect of such process’ dynamics for a fixed population size. Conditions for convergence to steady‐state regardless of population size are provided.     

关于N（α，B）一个特性的初等演证

用较初等的方法演证了多元正态分布的一个特性，即N（α，B）可由其前二阶矩完全确定．     

一类特殊二次分配问题的线性化求解新方法

许多抽象于实际的二次分配问题，其流矩阵与距离矩阵中有很多零元素，求解该类二次分配问题时，可通过先行利用零元素的信息减小问题规模，缩短计算时间．以二次分配问题的线性化模型为基础，提出了一种求解流矩阵与距离矩阵中同时存在大量零元素的二次分配问题新方法，不仅从理论上证明了方法的可行性，而且从实验的角度说明了该方法比以往方法更加优越．     

Convolution kernels implementation of cardinalized probability hypothesis density filter

The probability hypothesis density （PHD） propagates the posterior intensity in place of the poste- rior probability density of the multi-target state. The cardinalized PHD （CPHD） recursion is a generalization of PHD recursion, which jointly propagates the posterior intensity function and posterior cardinality distribution. A number of sequential Monte Carlo （SMC） implementations of PHD and CPHD filters （also known as SMC- PHD and SMC-CPHD filters, respectively） for general non-linear non-Gaussian models have been proposed. However, these approaches encounter the limitations when the observation variable is analytically unknown or the observation noise is null or too small. In this paper, we propose a convolution kernel approach in the SMC-CPHD filter. The simuIation results show the performance of the proposed filter on several simulated case studies when compared to the SMC-CPHD filter.     

The Convergence to Equilibrium of Neutral Genetic Models

This article is concerned with the long-time behavior of neutral genetic population models with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of stationary populations that holds both for finite and infinite types (or alleles) models. We analyze the decays to the equilibrium of finite populations in terms of the convergence to stationarity of their first common ancestor. We estimate the Lyapunov exponent of the distribution flows with respect to the total variation norm. We give bounds on these exponents only depending on the stability with respect to mutation of a single individual; they are inversely proportional to the population size parameter.     

非期望产出的DEA效率评价

将非期望产出作为投入应用到传统DEA模型上,解决了非期望产出生产活动的效率评价问题.结合生产可能集,将非期望产出直接反映到生产可能集中,建立了基于投入导向的径向和非径向两种DEA模型.并对两种DEA模型效率值的大小关系、相对有效性的等价性问题进行了证明,指出非径向DEA模型更能准确的实现效率定量评价.     

Restricted parameter range promise set cover problems are easy

The restricted parameter range set cover problem is a weak form of the NP-hard set cover problem with the restricted range of parameters. We give a polynomial time algorithm for this problem by lattices.     

On a model selection problem from high-dimensional sample covariance matrices

Modern random matrix theory indicates that when the population size p is not negligible with respect to the sample size n, the sample covariance matrices demonstrate significant deviations from the population covariance matrices. In order to recover the characteristics of the population covariance matrices from the observed sample covariance matrices, several recent solutions are proposed when the order of the underlying population spectral distribution is known. In this paper, we deal with the underlying order selection problem and propose a solution based on the cross-validation principle. We prove the consistency of the proposed procedure.     

性质（u）在序列空间cesp（En）中的提升

主要研究了性质（u）从Banach空间En到序列空间cesp（En）的提升问题．     

M/M/c休假排队系统稳态分布的数值计算

从数值计算角度研究M/M/c休假排队系统稳定状态的概率分布.采用GMRES方法求解概率分布向量所满足的大型线性方程,构造了一个循环预处理算子加速GMRES方法的收敛.数值实例验证了该算法的优越性.     

Stability of stochastic differential equation with linear fractal noise

We study a class of stochastic differential equation with linear fractal noise. By an auxiliary stochastic differential equation, we prove the existence and uniqueness of the solution under some mild assumptions. We also give some estimates of moments of the solution. The exponential stability of the solution is discussed.     

Non-extinction of a Fleming-Viot particle model

We consider a branching particle model in which particles move inside a Euclidean domain according to the following rules. The particles move as independent Brownian motions until one of them hits the boundary. This particle is killed but another randomly chosen particle branches into two particles, to keep the population size constant. We prove that the particle population does not approach the boundary simultaneously in a finite time in some Lipschitz domains. This is used to prove a limit theorem for the empirical distribution of the particle family.     

Asymptotic behavior for bi-fractional regression models via Malliavin calculus

Let B^H1,K1 and BH2,K2 be two independent bi-fractional Brownian motions. In this paper, as a natural extension to the fractional regression model, we consider the asymptotic behavior of the sequence Sn：=∑i=0^n-1K（n^αBi^H,K1）（Bi＋1^H2,K2-Bi^H2,K2）where K is a standard Gaussian kernel function and the bandwidth parameter α satisfies certain hypotheses. We show that its limiting distribution is a mixed normal law involving the local time of the bi-fractional Brownian motion B^H1,K1. We also give the stable convergence of the sequence Sn by using the techniques of the Malliavin calculus.     

基于s估计σ引出的无偏修正

用s去估计总体分布的标准差σ不是无偏估计,在特定总体分布下,可以通过简单的修正达到无偏估计.修正系数的确定与样本容量有关.     

Numerical schemes for a size-structured cell population model with equal fission

We study numerically the evolution of a size-structured cell population model, with finite maximum individual size and minimum size for mitosis. We formulate two schemes for the numerical solution of such a model. The schemes are analysed and optimal rates of convergence are derived. Some numerical experiments are also reported to demonstrate the predicted accuracy of the schemes. We also consider the behaviour of the methods with respect to the different discontinuities that appear in the solution to the problem and the stable size distribution. In addition, the numerical schemes are used to study asynchronous exponential growth.     

The tree length of an evolving coalescent

A well-established model for the genealogy of a large population in equilibrium is Kingman??s coalescent. For the population together with its genealogy evolving in time, this gives rise to a time-stationary tree-valued process. We study the sum of the branch lengths, briefly denoted as tree length, and prove that the (suitably compensated) sequence of tree length processes converges, as the population size tends to infinity, to a limit process with càdlàg paths, infinite infinitesimal variance, and a Gumbel distribution as its equilibrium.     

基于两时段的WCVaR风险分析及其应用

针对随机变量的分布信息不完全的情况下,提出了两时段的Worst-Case Conditional Valueat-Risk(WCVaR)指标,并建立了两时段的风险-利润投资组合优化模型,该模型是一高维问题,具有复杂的优化结构.在损失函数为线性以及随机变量为离散界约束分布的假设下,运用最优化对偶理论将具有多层min-ma...     

CONSTANT EFFORT AND CONSTANT QUOTAFISHING POLICIES WITH CUT-OFFS IN A RANDOM ENVIRONMENT

ABSTRACT. Consider a population subjected to constant effort or constant quota fishing with a generaldensity-dependence population growth function (because that function is poorly known). Consider environmental random fluctuations that either affect an intrinsic growth parameter or birth/death rates, thus resulting in two stochastic differential equations models. From previous results of ours, we obtain conditions for non-extinction and for existence of a population size stationary density. Constant quota (which always leads to extinction in random environments) and constant effort policies are studied; they are hard to implement for extreme population sizes. Introducing cut-offs circumvents these drawbacks. In a deterministic environment, for a wide range of values, cutting-off does not affect the steady-state yield. This is not so in a random environment and we will give expressions showing how steady-state average yield and population size distribution vary as functions of cut-off choices. We illustrate these general results with function plots for the particular case of logistic growth.     

Redefined generalized fuzzy ideals of near-rings

With a new idea, we redefine generalized fuzzy subnear-rings(ideals) of a near- ring and investigate some of its related properties. Some new characterizations are given. In particular, we introduce the concepts of strong prime(or semiprime) (∈,∈∨q)-fuzzy ideals of near-rings, and discuss the relationship between strong prime(or semiprime) (∈,∈∨q)-fuzzy ideals and prime(or semiprime) (∈,∈∨q)-fuzzy ideals of near-rings.